Most performance benchmarks test isolated scenarios, but real trading is messier. This kind of testing environment works differently—it runs live feedback loops to tell you what actually matters: does structured execution (managing positions, sizing entries, planning exits) genuinely move the needle on returns, or is it just adding unnecessary layers? The real question gets answered through actual data. If structured approaches dominate the results, that's when you double down on position-based trading models and systematic risk management. The difference between theory and practice shows up quickly here.